Date: 2026-07-27

# Approximate Case Influence Using Scores and Casewise Likelihood

#### 2026-07-27

This vignette explains the computational shortcut implemented in semfindr (Cheung & Lai, 2026) to approximate the casewise influence. The approximation is most beneficial when the sample size N is large, where the approximation works better and the computational cost for refitting models N times is high.

    library(semfindr)
    dat <- pa_dat

    library(lavaan)
    mod <-
    "
    m1 ~ iv1 + iv2
    dv ~ m1
    "
    fit <- sem(mod, dat)

## Using Scores to Approximate Case Influence

`lavaan` provides the handy `lavScores()` function to evaluate \[s_i(\theta_m) = \frac{\partial \ell_i(\theta_m)}{\partial \theta_m}\] for observation \(i\), where \(\ell_i(\theta)\) denotes the casewise loglikelihood function and \(\theta_m\) is the \(m\)th model parameter.

For example,

    head(lavScores(fit)[ , 1, drop = FALSE])
    #>           m1~iv1
    #> [1,]  0.23975993
    #> [2,]  0.06630118
    #> [3,] -0.33999129
    #> [4,] -0.22536120
    #> [5,]  0.61375747
    #> [6,]  0.03747179

indicates the partial derivative of the casewise loglikelihod with respect to the parameter `m1~iv1`. Because the sum of the partial derivatives across all observations is zero at the maximum likelihood estimate with the full sample (\(\hat \theta_m\); i.e., the derivative of loglikelihood of the full data is 0), \(- s_i(\theta_m)\) can be used as an estimate of the partial derivative of the loglikelihood at \(\hat \theta_m\) for the sample without observation \(i\). This information can be used to approximate the maximum likelihood estimate for \(\theta_m\) when case \(i\) is dropped, denoted as \(\hat \theta_{m(-i)}\)

The second-order Taylor series expansion can be used to approximate the parameter vector estimate with an observation deleted, \(\hat \theta_{(-i)}\), as in the iterative Newton’s method. Specifically,

\[\hat \theta_{(i)} \approx \hat \theta - \frac{N}{N - 1}V(\hat \theta) \nabla \ell(\hat \theta)\] \[\hat \theta - \hat \theta_{(i)} \approx \frac{N}{N - 1}V(\hat \theta) \nabla \ell_i(\hat \theta),\] where \(\nabla \ell_i(\hat \theta)\) is the gradient vector of the casewise loglikelihood with respect to the parameters (i.e., score). The \(N / (N - 1)\) term is used to adjust for the decrease in sample size (this adjustment is trivial in large samples). This procedure should be the same as equation (4) of Tanaka et al. (1991) (p. 3807) and is related to the one-step approximation described by (Cook & Weisberg, 1982, p. 182).

### Comparison

The approximation is implemented in the `est_change_raw_approx()` function:

    fit_est_change_approx <- est_change_raw_approx(fit)
    fit_est_change_approx
    #>
    #> -- Approximate Case Influence on Parameter Estimates --
    #>
    #>    id m1~iv1  id m1~iv2 id  dv~m1  id m1~~m1 id dv~~dv
    #> 1  51  0.042  43 -0.025 65  0.037  61  0.042 16  0.106
    #> 2  43 -0.040  94  0.023 11 -0.027  85  0.040  9  0.050
    #> 3  34 -0.032 100 -0.022 16 -0.024 100  0.037 76  0.049
    #> 4  18 -0.028  85  0.021 32 -0.020  18  0.031 25  0.049
    #> 5  13  0.028  20  0.020 99  0.020  42  0.028 91  0.043
    #> 6  32 -0.025  32  0.019 79  0.018  43  0.025 17  0.039
    #> 7  20 -0.024  65  0.019 93  0.018  32  0.023 26  0.028
    #> 8  75  0.021  34 -0.018 22  0.017  34  0.022 65  0.027
    #> 9  42 -0.020  64 -0.016 61 -0.016  40  0.022 62  0.027
    #> 10 68  0.018  52  0.016 25 -0.015  20  0.022 90  0.024
    #>
    #> Note:
    #> - Changes are approximate raw changes if a case is included.
    #> - Only the first 10 case(s) is/are displayed. Set 'first' to NULL to display all cases.
    #> - Cases sorted by the absolute changes for each variable.

Here is a comparison between the approximation using `semfindr::est_change_raw_approx()` and `semfindr::est_change_raw()`

    # From semfindr
    fit_rerun <- lavaan_rerun(fit)
    #> The expected CPU time is 4.5 second(s).
    #> Could be faster if run in parallel.
    fit_est_change_raw <- est_change_raw(fit_rerun)
    # Plot the differences
    library(ggplot2)
    tmp1 <- as.vector(t(as.matrix(fit_est_change_raw)))
    tmp2 <- as.vector(t(as.matrix(fit_est_change_approx)))
    est_change_df <- data.frame(param = rep(colnames(fit_est_change_raw),
                                            nrow(fit_est_change_raw)),
                                 est_change = tmp1,
                                 est_change_approx = tmp2)
    ggplot(est_change_df, aes(x = est_change, y = est_change_approx)) +
      geom_abline(intercept = 0, slope = 1) +
      geom_point(size = 0.8, alpha = 0.5) +
      facet_wrap(~ param) +
      coord_fixed()

Compare Changes in Estimates

The results are pretty similar.

### Generalized Cook’s distance (gCD)

We can use the approximate parameter changes to approximate the gCD (see also Tanaka et al., 1991, equation 13, p. 3811):

    # Information matrix (Hessian)
    information_fit <- lavInspect(fit, what = "information")
    # Short cut for computing quadratic form (https://stackoverflow.com/questions/27157127/efficient-way-of-calculating-quadratic-forms-avoid-for-loops)
    gcd_approx <- (nobs(fit) - 1) * rowSums(
      (fit_est_change_approx %*% information_fit) * fit_est_change_approx
    )

This is implemented in the `est_change_approx()` function:

    fit_est_change_approx <- est_change_approx(fit)
    fit_est_change_approx
    #>
    #> -- Approximate Standardized Case Influence on Parameter Estimates --
    #>
    #>     m1~iv1 m1~iv2  dv~m1 m1~~m1 dv~~dv gcd_approx
    #> 16   0.052 -0.038 -0.228 -0.006  0.572      0.372
    #> 43  -0.387 -0.249 -0.135  0.201  0.116      0.270
    #> 65   0.150  0.189  0.355  0.071  0.148      0.203
    #> 85  -0.170  0.211 -0.118  0.315 -0.054      0.187
    #> 51   0.405 -0.052  0.094  0.075 -0.046      0.179
    #> 34  -0.306 -0.186 -0.110  0.176  0.028      0.163
    #> 32  -0.241  0.190 -0.189  0.181 -0.002      0.161
    #> 20  -0.234  0.199 -0.140  0.172 -0.034      0.144
    #> 18  -0.269  0.035  0.101  0.246 -0.048      0.143
    #> 100 -0.001 -0.221 -0.069  0.290 -0.058      0.137
    #>
    #> Note:
    #> - Changes are approximate standardized raw changes if a case is included.
    #> - Only the first 10 case(s) is/are displayed. Set 'first' to NULL to display all cases.
    #> - Cases sorted by approximate generalized Cook's distance.

    # Compare to exact computation
    fit_est_change <- est_change(fit_rerun)
    # Plot
    gcd_df <- data.frame(
      gcd_exact = fit_est_change[ , "gcd"],
      gcd_approx = fit_est_change_approx[ , "gcd_approx"]
    )
    ggplot(gcd_df, aes(x = gcd_exact, y = gcd_approx)) +
      geom_abline(intercept = 0, slope = 1) +
      geom_point() +
      coord_fixed()

Compare gCDs

The approximation tend to underestimate the actual gCD but the rank ordering is almost identical. This is discussed also in Tanaka et al. (1991), who proposed a correction by applying a one-step approximation after the correction (currently not implemented due to the need to recompute scores with updated parameter values).

    cor(gcd_df, method = "spearman")
    #>            gcd_exact gcd_approx
    #> gcd_exact   1.000000   0.999892
    #> gcd_approx  0.999892   1.000000

## Approximate Change in Fit

The casewise loglikelihood—the contribution to the likelihood function by an observation—can be computed in `lavaan`, which approximates the change in loglikelihood when an observation is deleted:

    lli <- lavInspect(fit, what = "loglik.casewise")
    head(lli)
    #> [1] -2.776787 -2.034084 -2.154825 -2.248100 -2.793426 -2.049238

Here, \(\ell(\hat \theta)\) will drop 2.78 when observation 1 is deleted. This should approximate \(\ell(\hat \theta_{(-i)})\) as long as \(\hat \theta_{(-i)}\) is not too different from \(\hat \theta\). Here’s a comparison:

    # Predicted ll without observation 1
    fit@loglik$loglik - lli[1]
    #> [1] -289.8272
    # Actual ll without observation 1
    fit_no1 <- sem(mod, dat[-1, ])
    fit_no1@loglik$loglik
    #> [1] -289.8156

They are pretty close. To approximate the change in \(\chi^2\), as well as other \(\chi^2\)-based fit indices, we can use the `fit_measures_change_approx()` function:

    chisq_i_approx <- fit_measures_change_approx(fit)
    # Compare to the actual chisq when dropping observation 1
    c(predict = chisq_i_approx[1, "chisq"] + fitmeasures(fit, "chisq"),
      actual = fitmeasures(fit_no1, "chisq"))
    #> predict.chisq  actual.chisq
    #>      6.871042      6.557397

### Comparing exact and approximate changes in fit indices

Change in \(\chi^2\)

    # Exact measure from semfindr
    out <- fit_measures_change(fit_rerun)
    # Plot
    chisq_change_df <- data.frame(
      chisq_change = out[ , "chisq"],
      chisq_change_approx = chisq_i_approx[ , "chisq"]
    )
    ggplot(chisq_change_df, aes(x = chisq_change, y = chisq_change_approx)) +
      geom_abline(intercept = 0, slope = 1) +
      geom_point() +
      coord_fixed()

Compare Changes in Chi-Square

Change in RMSEA

    # Plot
    rmsea_change_df <- data.frame(
      rmsea_change = out[ , "rmsea"],
      rmsea_change_approx = chisq_i_approx[ , "rmsea"]
    )
    ggplot(rmsea_change_df, aes(x = rmsea_change, y = rmsea_change_approx)) +
      geom_abline(intercept = 0, slope = 1) +
      geom_point() +
      coord_fixed()

Compare Changes in RMSEA

The values aligned reasonably well along the 45-degree line.

# Limitations

- The approximate approach is tested only for models fitted by maximum likelihood (ML) with normal theory standard errors (the default).

- The approximate approach does not yet support multilevel models.

The `lavaan` object will be checked by `approx_check()` to see if it is supported. If not, an error will be raised.

# References

Cheung, S. F., & Lai, M. H. C. (2026). semfindr: An R package for identifying influential cases in structural equation modeling. Multivariate Behavioral Research. https://doi.org/10.1080/00273171.2026.2634293
Cook, R. D., & Weisberg, S. (1982). Residuals and influence in regression. Chapman & Hall.
Tanaka, Y., Watadani, S., & Ho Moon, S. (1991). Influence in covariance structure analysis: With an application to confirmatory factor analysis. Communications in Statistics - Theory and Methods, 20(12), 3805–3821. https://doi.org/10.1080/03610929108830742